Goldman Sachs Put 160 CVX 17.01.2025
/ DE000GP93D59
Goldman Sachs Put 160 CVX 17.01.2.../ DE000GP93D59 /
2024-09-11 9:33:44 AM |
Chg.+0.15 |
Bid6:19:32 PM |
Ask6:19:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.04EUR |
+7.94% |
2.16 Bid Size: 50,000 |
2.17 Ask Size: 50,000 |
Chevron Corporation |
160.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
GP93D5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-07-19 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
1.98 |
Time value: |
0.10 |
Break-even: |
124.39 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.97% |
Delta: |
-0.76 |
Theta: |
-0.01 |
Omega: |
-4.57 |
Rho: |
-0.41 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.04 |
Previous Close: |
1.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+17.24% |
3 Months |
|
|
+101.98% |
YTD |
|
|
+15.25% |
1 Year |
|
|
+46.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.53 |
1M High / 1M Low: |
1.95 |
1.23 |
6M High / 6M Low: |
1.95 |
0.71 |
High (YTD): |
2024-01-18 |
2.24 |
Low (YTD): |
2024-07-18 |
0.71 |
52W High: |
2023-11-09 |
2.39 |
52W Low: |
2024-07-18 |
0.71 |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.45 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
112.19% |
Volatility 6M: |
|
159.57% |
Volatility 1Y: |
|
130.23% |
Volatility 3Y: |
|
- |